+7,716.4%
TPR vs SCCO
+28,745.7%
-21,029.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.3% | -5.3% | +3.0% | -0.3% |
| 30D | -23.0% | +2.7% | -25.6% | -23.9% |
| 3M | -12.5% | +4.2% | -16.7% | -15.0% |
| 6M | -21.4% | -0.6% | -20.8% | -22.9% |
| YTD | -3.5% | +45.0% | -48.5% | -19.3% |
| 1Y | +17.4% | +109.3% | -92.0% | -15.4% |
| 3Y | +291.3% | +180.8% | +110.5% | +143.7% |
| 5Y | +241.9% | +314.3% | -72.4% | +78.6% |
| 10Y | +322.7% | +1,083.3% | -760.7% | +49.6% |
| All | +7,716.4% | +28,745.7% | -21,029.2% | +743.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling